trading/tests/services/test_trade_reconcile.py

"""Tests for the trade reconciliation background task (Phase 4).

A Kevin bracket entry places three orders at Alpaca: the entry (parent) plus a
stop-loss and a take-profit leg. When a leg fills automatically at Alpaca, the
close never passes through our executor — so locally there is no closing Trade
and no booked P&L. The reconcile task fetches each open entry's order via
``broker.get_order(broker_order_id, nested=True)``, detects a filled SL/TP leg,
and books the close (idempotently). It also syncs non-terminal local statuses
and logs drift it cannot auto-resolve.
"""

from __future__ import annotations

import asyncio
import uuid
from datetime import datetime, timezone
from unittest.mock import AsyncMock, MagicMock, patch

import pytest

from services.api_gateway.config import ApiGatewayConfig
from services.api_gateway.tasks.trade_reconcile import (
    reconcile_once,
    trade_reconcile_loop,
)
from shared.constants.kevin import KEVIN_STRATEGY_UUID
from shared.models.trading import Trade, TradeSide, TradeStatus
from shared.schemas.trading import (
    BrokerOrder,
    OrderResult,
    OrderSide,
    OrderStatus,
)

# ---------------------------------------------------------------------------
# Builders
# ---------------------------------------------------------------------------


def _entry_trade(
    *,
    ticker: str = "NVDA",
    qty: float = 10.0,
    price: float = 100.0,
    broker_order_id: str = "parent-1",
    status: TradeStatus = TradeStatus.FILLED,
    signal_id: uuid.UUID | None = None,
) -> Trade:
    return Trade(
        id=uuid.uuid4(),
        ticker=ticker,
        side=TradeSide.BUY,
        qty=qty,
        price=price,
        status=status,
        strategy_id=KEVIN_STRATEGY_UUID,
        signal_id=signal_id or uuid.uuid4(),
        broker_order_id=broker_order_id,
        pnl=None,
    )


def _leg(
    *,
    order_id: str,
    status: OrderStatus,
    filled_price: float | None,
    qty: float = 10.0,
    ticker: str = "NVDA",
) -> OrderResult:
    return OrderResult(
        order_id=order_id,
        ticker=ticker,
        side=OrderSide.SELL,
        qty=qty,
        filled_price=filled_price,
        status=status,
        timestamp=datetime.now(timezone.utc),
    )


def _bracket(
    *,
    parent_id: str = "parent-1",
    parent_status: OrderStatus = OrderStatus.FILLED,
    ticker: str = "NVDA",
    qty: float = 10.0,
    entry_price: float = 100.0,
    legs: list[OrderResult] | None = None,
) -> BrokerOrder:
    return BrokerOrder(
        order_id=parent_id,
        ticker=ticker,
        side=OrderSide.BUY,
        qty=qty,
        filled_price=entry_price,
        status=parent_status,
        timestamp=datetime.now(timezone.utc),
        legs=legs or [],
    )


class _FakeSession:
    """Async session double driven by intent.

    ``open_trades`` is what the ``select(Trade).where(...open entries...)``
    query returns. ``existing_close_ids`` is the set of broker_order_ids
    already booked as closing trades (drives the idempotency dedup query,
    which is modelled as ``scalar_one_or_none``). New rows land in ``added``.
    """

    def __init__(
        self,
        open_trades: list[Trade],
        existing_close_ids: set[str] | None = None,
    ) -> None:
        self._open_trades = open_trades
        self._existing_close_ids = existing_close_ids or set()
        self.added: list[Trade] = []
        self.committed = False

    async def __aenter__(self) -> "_FakeSession":
        return self

    async def __aexit__(self, *exc) -> bool:
        return False

    def add(self, obj: Trade) -> None:
        self.added.append(obj)
        # A freshly-booked close becomes visible to subsequent dedup lookups
        # within the same reconcile pass.
        if obj.broker_order_id:
            self._existing_close_ids.add(obj.broker_order_id)

    async def commit(self) -> None:
        self.committed = True

    async def execute(self, stmt):  # noqa: ANN001
        text = str(stmt).lower()
        # Dedup lookup is the only query with an equality on broker_order_id;
        # the open-entries scan uses ``broker_order_id IS NOT NULL``.
        if "broker_order_id =" in text:
            params = stmt.compile().params
            target = next(
                (v for v in params.values() if isinstance(v, str)),
                None,
            )
            found = (
                _entry_trade(broker_order_id=target)
                if target in self._existing_close_ids
                else None
            )
            return _Result(scalar=found)
        # Open-entries scan
        return _Result(rows=list(self._open_trades))


class _Result:
    def __init__(self, rows=None, scalar=None) -> None:  # noqa: ANN001
        self._rows = rows or []
        self._scalar = scalar

    def scalars(self) -> "_Result":
        return self

    def all(self) -> list:
        return self._rows

    def scalar_one_or_none(self):  # noqa: ANN001
        return self._scalar


def _factory(session: _FakeSession) -> MagicMock:
    factory = MagicMock()
    factory.return_value = session
    return factory


def _config(**overrides) -> ApiGatewayConfig:
    defaults = dict(
        jwt_secret_key="test-secret-for-reconcile",
        database_url="sqlite+aiosqlite:///:memory:",
        redis_url="redis://localhost:6379/0",
        alpaca_api_key="test-key",
        alpaca_secret_key="test-secret",
        paper_trading=True,
        snapshot_interval_seconds=1,
    )
    defaults.update(overrides)
    return ApiGatewayConfig(**defaults)


# ---------------------------------------------------------------------------
# Booking auto-closes
# ---------------------------------------------------------------------------


class TestReconcileBooksClose:
    async def test_books_close_on_take_profit_fill(self) -> None:
        """TP leg FILLED @ 120 vs entry 100, qty 10 -> closing SELL, pnl=200."""
        entry = _entry_trade(broker_order_id="parent-1", price=100.0, qty=10.0)
        tp = _leg(order_id="tp-1", status=OrderStatus.FILLED, filled_price=120.0)
        sl = _leg(order_id="sl-1", status=OrderStatus.PENDING, filled_price=None)
        broker = AsyncMock()
        broker.get_order = AsyncMock(
            return_value=_bracket(parent_id="parent-1", legs=[tp, sl])
        )
        session = _FakeSession([entry])

        await reconcile_once(broker, _factory(session))

        assert len(session.added) == 1
        close = session.added[0]
        assert close.side == TradeSide.SELL
        assert close.ticker == "NVDA"
        assert close.qty == 10.0
        assert close.price == 120.0
        assert close.status == TradeStatus.FILLED
        assert close.pnl == pytest.approx(200.0)
        assert close.strategy_id == KEVIN_STRATEGY_UUID
        assert close.signal_id == entry.signal_id
        # Dedup key is the filled leg's order id
        assert close.broker_order_id == "tp-1"
        broker.get_order.assert_awaited_once_with("parent-1", nested=True)

    async def test_books_close_on_stop_loss_fill(self) -> None:
        """SL leg FILLED @ 92 vs entry 100, qty 10 -> closing SELL, pnl=-80."""
        entry = _entry_trade(broker_order_id="parent-1", price=100.0, qty=10.0)
        tp = _leg(order_id="tp-1", status=OrderStatus.PENDING, filled_price=None)
        sl = _leg(order_id="sl-1", status=OrderStatus.FILLED, filled_price=92.0)
        broker = AsyncMock()
        broker.get_order = AsyncMock(
            return_value=_bracket(parent_id="parent-1", legs=[tp, sl])
        )
        session = _FakeSession([entry])

        await reconcile_once(broker, _factory(session))

        assert len(session.added) == 1
        close = session.added[0]
        assert close.price == 92.0
        assert close.pnl == pytest.approx(-80.0)
        assert close.broker_order_id == "sl-1"

    async def test_noop_when_legs_unfilled(self) -> None:
        """Both legs still open -> nothing booked."""
        entry = _entry_trade(broker_order_id="parent-1")
        tp = _leg(order_id="tp-1", status=OrderStatus.PENDING, filled_price=None)
        sl = _leg(order_id="sl-1", status=OrderStatus.PENDING, filled_price=None)
        broker = AsyncMock()
        broker.get_order = AsyncMock(
            return_value=_bracket(parent_id="parent-1", legs=[tp, sl])
        )
        session = _FakeSession([entry])

        await reconcile_once(broker, _factory(session))

        assert session.added == []


# ---------------------------------------------------------------------------
# Idempotency
# ---------------------------------------------------------------------------


class TestReconcileIdempotent:
    async def test_does_not_double_book_filled_leg(self) -> None:
        """If a closing trade already carries the filled leg's order id, a
        second pass books nothing."""
        entry = _entry_trade(broker_order_id="parent-1", price=100.0, qty=10.0)
        tp = _leg(order_id="tp-1", status=OrderStatus.FILLED, filled_price=120.0)
        broker = AsyncMock()
        broker.get_order = AsyncMock(
            return_value=_bracket(parent_id="parent-1", legs=[tp])
        )
        # tp-1 already booked
        session = _FakeSession([entry], existing_close_ids={"tp-1"})

        await reconcile_once(broker, _factory(session))

        assert session.added == []

    async def test_running_twice_books_once(self) -> None:
        """Two back-to-back reconcile passes over the same fixtures book the
        close exactly once."""
        entry = _entry_trade(broker_order_id="parent-1", price=100.0, qty=10.0)
        tp = _leg(order_id="tp-1", status=OrderStatus.FILLED, filled_price=120.0)
        broker = AsyncMock()
        broker.get_order = AsyncMock(
            return_value=_bracket(parent_id="parent-1", legs=[tp])
        )
        session = _FakeSession([entry])

        await reconcile_once(broker, _factory(session))
        await reconcile_once(broker, _factory(session))

        assert len(session.added) == 1


# ---------------------------------------------------------------------------
# Status sync
# ---------------------------------------------------------------------------


class TestReconcileStatusSync:
    async def test_pending_entry_promoted_to_filled(self) -> None:
        """A local PENDING entry whose Alpaca parent is now FILLED is updated
        in place (and not booked as a close)."""
        entry = _entry_trade(
            broker_order_id="parent-1", status=TradeStatus.PENDING, price=0.0
        )
        broker = AsyncMock()
        broker.get_order = AsyncMock(
            return_value=_bracket(
                parent_id="parent-1",
                parent_status=OrderStatus.FILLED,
                entry_price=101.5,
                legs=[],
            )
        )
        session = _FakeSession([entry])

        await reconcile_once(broker, _factory(session))

        assert entry.status == TradeStatus.FILLED
        assert session.added == []

    async def test_pending_entry_promoted_to_rejected(self) -> None:
        entry = _entry_trade(
            broker_order_id="parent-1", status=TradeStatus.PENDING, price=0.0
        )
        broker = AsyncMock()
        broker.get_order = AsyncMock(
            return_value=_bracket(
                parent_id="parent-1",
                parent_status=OrderStatus.REJECTED,
                legs=[],
            )
        )
        session = _FakeSession([entry])

        await reconcile_once(broker, _factory(session))

        assert entry.status == TradeStatus.REJECTED


# ---------------------------------------------------------------------------
# Drift handling
# ---------------------------------------------------------------------------


class TestReconcileDrift:
    async def test_missing_alpaca_order_logs_warning_no_raise(self, caplog) -> None:  # noqa: ANN001
        """broker.get_order returns None (order gone) -> warn, do not raise,
        do not book."""
        entry = _entry_trade(broker_order_id="parent-gone")
        broker = AsyncMock()
        broker.get_order = AsyncMock(return_value=None)
        session = _FakeSession([entry])

        with caplog.at_level("WARNING"):
            await reconcile_once(broker, _factory(session))

        assert session.added == []
        assert any("parent-gone" in r.message or "missing" in r.message.lower()
                   for r in caplog.records)

    async def test_bad_row_does_not_abort_others(self) -> None:
        """One trade whose get_order raises must not stop a sibling trade's
        close from being booked."""
        bad = _entry_trade(ticker="BAD", broker_order_id="bad-1")
        good = _entry_trade(ticker="NVDA", broker_order_id="good-1", price=100.0, qty=10.0)

        async def get_order(order_id, *, nested=True):  # noqa: ANN001
            if order_id == "bad-1":
                raise RuntimeError("alpaca blew up on this one")
            tp = _leg(order_id="tp-good", status=OrderStatus.FILLED, filled_price=130.0)
            return _bracket(parent_id="good-1", legs=[tp])

        broker = AsyncMock()
        broker.get_order = AsyncMock(side_effect=get_order)
        session = _FakeSession([bad, good])

        await reconcile_once(broker, _factory(session))

        # The good one still books
        assert len(session.added) == 1
        assert session.added[0].ticker == "NVDA"
        assert session.added[0].broker_order_id == "tp-good"


# ---------------------------------------------------------------------------
# Loop wiring
# ---------------------------------------------------------------------------


class TestReconcileLoop:
    async def test_no_credentials_returns_immediately(self) -> None:
        cfg = _config(alpaca_api_key="", alpaca_secret_key="")
        await asyncio.wait_for(
            trade_reconcile_loop(cfg, MagicMock()), timeout=2.0
        )

    async def test_error_does_not_crash_loop(self) -> None:
        cfg = _config()
        calls = 0

        async def boom(broker, sf):  # noqa: ANN001
            nonlocal calls
            calls += 1
            if calls == 1:
                raise ConnectionError("down")

        with (
            patch("services.api_gateway.tasks.trade_reconcile.AlpacaBroker") as MB,
            patch(
                "services.api_gateway.tasks.trade_reconcile.reconcile_once",
                side_effect=boom,
            ),
            patch(
                "services.api_gateway.tasks.trade_reconcile.is_market_open",
                return_value=True,
            ),
        ):
            MB.return_value = AsyncMock()
            task = asyncio.create_task(trade_reconcile_loop(cfg, MagicMock()))
            await asyncio.sleep(2.5)
            task.cancel()
            try:
                await task
            except asyncio.CancelledError:
                pass

        assert calls >= 2